Word relies on the printer driver to determine what it can print. Most drivers are hopeless when it comes to custom page sizes, and if your printer doesn't have a paper size detector, the simplest approach is to use a US Letter size document and make up the difference with margins and fix the envelope address frame position so that when you run the envelope through the printer it will print in the correct place.

See http://www.gmayor.com/changing_envelope_layout.htm

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Graham Mayor - MS MVP (Word) (2002-2019)
Visit my web site for more programming tips and ready made processes www.gmayor.com